Backtest Result of Wheat (W)


Entry Date: 2024-10-22
Exit Date: 2024-11-04
Long Contract: 7
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 6.5 2005-11-04 9.0

2.5

2006 2006-10-23 -40.5 2006-11-03 -29.0

11.5

2007 2007-10-22 -150.5 2007-11-02 -99.0

51.5

2008 2008-10-22 13.5 2008-11-04 13.25

-0.25

2009 2009-10-22 8.0 2009-11-04 10.75

2.75

2010 2010-10-22 8.75 2010-11-04 11.75

3.0

2011 2011-10-24 12.25 2011-11-04 16.25

4.0

2012 2012-10-22 -37.0 2012-11-02 -10.5

26.5

2013 2013-10-22 -11.0 2013-11-04 -1.5

9.5

2014 2014-10-22 6.0 2014-11-04 6.75

0.75

2015 2015-10-22 2.25 2015-11-04 0.25

-2.0

2016 2016-10-24 12.25 2016-11-04 12.75

0.5

2017 2017-10-23 12.75 2017-11-03 13.5

0.75

2018 2018-10-22 6.25 2018-11-02 7.0

0.75

2019 2019-10-22 4.0 2019-11-04 4.5

0.5

2020 2020-10-22 -9.75 2020-11-04 -6.75

3.0